There may be a reason the state as a whole is so depressed: not enough Republicans!
Republicans are significantly more likely than Democrats or independents to rate their mental health as excellent, according to data from the last four November Gallup Health and Healthcare polls. Fifty-eight percent of Republicans report having excellent mental health, compared to 43% of independents and 38% of Democrats. This relationship between party identification and reports of excellent mental health persists even within categories of income, age, gender, church attendance, and education.OK, I can hear the wisecracks coming. But I'll see your "blissfully ignorant" and raise you an "optimistic about the future." Regardless, I think the path to a happier state is clear, don't you?***
What are the implications of these findings?
Correlation is no proof of causation, of course. The reason the relationship exists between being a Republican and more positive mental health is unknown, and one cannot say whether something about being a Republican causes a person to be more mentally healthy, or whether something about being mentally healthy causes a person to choose to become a Republican (or whether some third variable is responsible for causing both to be parallel).
Previous analysis...shows that a number of variables are related to self-reported mental health -- including, in particular, income. Because Republicans have on average higher incomes than independents or Democrats, part of the explanation for the relationship between being a Republican and having better mental health is a result of this underlying factor. The same is true for several other variables.
But the key finding of the analyses presented here is that being a Republican appears to have an independent relationship on positive mental health above and beyond what can be explained by these types of demographic and lifestyle variables. The exact explanation for this persistent relationship -- as noted -- is unclear.
It's easy to understand when looking at the general belief/value systems of conservative people vs liberal people and how they view the world around them.
Conservatives vs liberals = day vs night ~ bright vs gloomy ~ independent vs dependent